+248.5%
UAL vs AA
-35.7%
+284.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.3% | +0.8% | -2.3% |
| 7D | +5.0% | -3.7% | +8.7% | +6.8% |
| 30D | -1.2% | -10.8% | +9.5% | +3.6% |
| 3M | -16.8% | -19.1% | +2.3% | -9.8% |
| 6M | +18.0% | -38.7% | +56.7% | +40.9% |
| YTD | -1.2% | -27.1% | +25.9% | +6.5% |
| 1Y | +14.3% | +8.3% | +6.0% | +3.2% |
| 3Y | +194.6% | +49.6% | +145.0% | +115.0% |
| 5Y | +109.6% | -15.5% | +125.1% | +68.8% |
| 10Y | +93.1% | +60.9% | +32.2% | -11.6% |
| All | +248.5% | -35.7% | +284.3% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling